Risk Analytics- Assistant Manager
Tasks
- Analyze time series market data
- Evaluate market risk exposures using statistical methods
- Fix security misvaluations
- Manage model testing for tracking error
- Manage model testing for value at risk
- Manage model testing for volatility
- Participate in client onboarding
- Perform stress testing
- Process operations and controls accurately
- Provide timely accurate market data
- Resolve client investment risk queries
- Support back testing
- Support client issues resolution
- Support investor communications
Perks/Benefits
- Employee networks
- Flexible work/life support
- Inclusive development opportunities
- Paid volunteer days
Skills/Tech-stack
AIFMD | Backtesting | Decision Making | Derivatives | ESMA | Equity swaps | Financial instruments | IRS | Interest Rate | Interest rate swaps | Market Data | Problem Solving | Rate Swaps | Regulatory Compliance | Risk Mitigation | Security Valuation | Series analysis | Stress Testing | Swap Valuation | Time Series | Time Series Analysis | Total Return | Total return swaps | Tracking Error | UCITS | Value-at-Risk | Volatility
Education
Bachelor of Engineering | Bachelor of Science | Master of Science
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